-54.0%
USAR vs STZ
+17.1%
-71.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -9.1% | +5.3% | -14.4% | -8.8% |
| 30D | -36.9% | +19.6% | -56.5% | -37.5% |
| 3M | -58.4% | +10.0% | -68.4% | -58.1% |
| 6M | -70.6% | -0.3% | -70.4% | -69.5% |
| YTD | -33.4% | +8.6% | -42.0% | -40.6% |
| 1Y | -54.0% | +16.6% | -70.6% | -56.7% |
| All | -54.0% | +17.1% | -71.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling